Software

  • Nonlinear acceleration methods
    A collection of nonlinear acceleration methods for data science and scientific computing applications written in Python and MATLAB.

  • H2pack with data driven sampling and AFN preconditioner
    Hierarchal matrix construction based on data-driven sampling provides linear complexity matrix-vector multiplication operations for general kernel matrices. A newly proposed Adaptive Factorized Nystrom preconditioner is also included in this package for solving general kernel matrices.

  • Eigenvalues Slicing Library (EVSL)
    EVSL provides routines for computing eigenvalues located in a given interval, and their associated eigenvectors, of real symmetric - standard or generalized eigenvalue problems. It also provides tools for spectrum slicing, i.e., the technique of subdividing a given interval into p smaller subintervals and computing the eigenvalues in each subinterval independently. EVSL implements a polynomial filtered Lanczos (thick restart, no restart) a rational filtered Lanczos (thick restart, no restart), and a polynomial filtered subspace iteration.

  • Parallel Generalized Multilevel Schur Low-Rank (ParGeMSLR)
    ParGeMSLR is a MPI-based C library for the solution of large and sparse (non)symmetric linear systems of equations. The Parallel GeMSLR preconditioner is purely algebraic and is based on a multilevel reordering of the original set of equations/variables.